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(a) What is the three year swap-rate? Assume the swaps pay semi-annually, and quote the swap-rate accordingly (i.e., the annual rate, semi-annually compounding rate). Its

image text in transcribed (a) What is the three year swap-rate? Assume the swaps pay semi-annually, and quote the swap-rate accordingly (i.e., the annual rate, semi-annually compounding rate). Its a lot easier if you use a spreadsheet.

Maturity (years) Zero Coupon Bond Prices I 0.5 98.5222 96.1 169 1.5 92.1838 2 87.9913 2.5 84.1973 3 81.0959

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